Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables

DOI10.1214/aos/1028144854zbMath0934.62052OpenAlexW1971191079MaRDI QIDQ1807098

Jon A. Wellner, Ivan Mizera

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1028144854

zbMATH Keywords

medianweak consistencymajorizationempirical distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (9)

ON CONVERGENCE THEOREMS FOR QUANTILES ⋮ On mean estimation for heteroscedastic random variables ⋮ Generalized runs tests for heteroscedastic time series ⋮ Sample heterogeneity and M-estimation ⋮ Combining robustness with efficiency in the estimation of the variogram ⋮ Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY ⋮ Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables ⋮ \(L_1\)-estimation in linear models with heterogeneous white noise ⋮ On multivariate quantile regression analysis

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